+1,106.2%
MPC vs GAP
+20.3%
+1,085.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.7% |
| 7D | -9.4% | 0.0% | -9.5% | -9.7% |
| 30D | -14.3% | -4.3% | -10.0% | -13.7% |
| 3M | +31.1% | +9.4% | +21.7% | +26.9% |
| 6M | +60.3% | -3.3% | +63.6% | +58.2% |
| YTD | +142.5% | -10.5% | +153.1% | +141.1% |
| 1Y | +104.6% | -2.4% | +107.0% | +98.1% |
| 3Y | +191.7% | +80.1% | +111.6% | +117.2% |
| 5Y | +549.2% | +6.5% | +542.8% | +425.2% |
| 10Y | +1,106.2% | +14.6% | +1,091.6% | +633.1% |
| All | +1,106.2% | +20.3% | +1,085.9% | +633.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling